- 07 Aug, 2020 1 commit
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Chris Jewell authored
Changes: 1. Implemented GibbsStep and GibbsKernel classes 2. Modified mcmc.sample function to use Gibbs sampler 3. Amended bugs in event_time_mh.py and occult_proposal.py (edge cases where tf.gathers were overshooting the bounds of the data stuctures, not apparent on a GPU but raised on CPU).
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- 06 Aug, 2020 1 commit
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Chris Jewell authored
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- 01 Aug, 2020 3 commits
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Chris Jewell authored
Changes: 1. Brought UncalibratedLogRandomWalk up to speed with latest tfp changes (stateless seed) 2. Added thin to example_config.yaml 3. Added parameter 'xi' to model to allow time-varying infec rate 4. Added parameter 'xi' to overall MCMC scheme.
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Chris Jewell authored
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Chris Jewell authored
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- 30 Jul, 2020 6 commits
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Chris Jewell authored
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Chris Jewell authored
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Chris Jewell authored
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Chris Jewell authored
Finally decided to merge the stochastic model code with the master branch. Bye bye ODE!
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Chris Jewell authored
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Chris Jewell authored
Changes: 1. Beta2 introduced to measure the effect of inter-ltla commute 2. Introduced chain thinning to reduce size of posterior output
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- 24 Jul, 2020 3 commits
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Chris Jewell authored
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Chris Jewell authored
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Chris Jewell authored
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- 22 Jul, 2020 2 commits
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Chris Jewell authored
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Chris Jewell authored
Changes: 1. Replaced 149 UTLAs with 315 LTLAs mixing matrix; 2. Wrote geometric initialisation for censored event times; 3. Modified data ingester to take PHE Anonymised Line Listing data.
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- 10 Jul, 2020 1 commit
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Chris Jewell authored
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- 09 Jul, 2020 1 commit
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Chris Jewell authored
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- 08 Jul, 2020 2 commits
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Chris Jewell authored
Bug in discrete_markov.propagate found, introduced after changes for vectorised likelihood.
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Chris Jewell authored
Changes: 1. Added occult Metropolis Hastings update. 2. Factored out Categorical2 distribution for use by both event time move and occults. 3. Refactored mcmc.py script for HDF5 output purposes 4. Apply compression to HDF5 output file.
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- 05 Jul, 2020 3 commits
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Chris Jewell authored
This has a considerable impact on the run speed of the algorithm, but gains in producing a 97% compression ratio for the posterior output.
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Chris Jewell authored
The 'known' and 'occult' event tensors are added before feeding to the log_prob function.
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Chris Jewell authored
This class was a thin wrapper around tfp.mcmc.MetropolisHastings, and was therefore just extra code cruft.
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- 04 Jul, 2020 2 commits
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Chris Jewell authored
Changes: 1. Fixed bug in inner tf.while_loop in sample() 2. Made number of event time updates per sweep a config file parameter.
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Chris Jewell authored
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- 01 Jul, 2020 1 commit
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Chris Jewell authored
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- 29 Jun, 2020 1 commit
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Chris Jewell authored
Also add a script to tune MH for event times
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- 28 Jun, 2020 7 commits
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Chris Jewell authored
Cast data structures to float32 for tfd.Multinomial.log_prob computation saves time on lgamma calculation. Approx x1.8 speedup as lgamma is approx linear in digits of precision required.
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Chris Jewell authored
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Chris Jewell authored
Results in over a x2 speedup.
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Chris Jewell authored
Moved construction of Markov transition matrix format from model.make_hazard.h into discrete_markov_log_prob. Achieved a 33% increase in run speed.
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Chris Jewell authored
Re-wrote discrete_markov_log_prob to batch the call to tfd.Multinomial.log_prob to avoid lgamma time.
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Chris Jewell authored
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Chris Jewell authored
1. Replaced TensorArray buffer with simple reduction in discrete_markov_log_prob. 2. tf.lgamma is slow with lots of events, so cast to tf.float32 gives a a bit over x2 speedup.
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- 27 Jun, 2020 2 commits
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Chris Jewell authored
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Chris Jewell authored
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- 26 Jun, 2020 2 commits
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Chris Jewell authored
Previously, the Events matrix expected by model.log_prob was ordered [T, M, X] where T is the number of timpoints, M is the number of meta-populations and X is the number of transitions. However, it was found more convenient to work with [M, T, X] for the purposes of data augmentation. This meant extra tf.transpose calls. model.log_prob now expects [M, T, X], with any further batch dimensions added as outer dimensions.
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Chris Jewell authored
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- 25 Jun, 2020 1 commit
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Chris Jewell authored
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- 24 Jun, 2020 1 commit
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Chris Jewell authored
1. Formatting -- black style! 2. After profiling, implemented a better workaround for the tfd.Categorical bug. Replaced with an inherited Categorical2 class, with overloaded log_prob function. 3. Fixed a bug in EventTimeProposal where tfd.FiniteDiscrete was being used on a non-strictly-increasing outcomes vector. 4. Increased number of meta-populations to 149 to mirror UK UTLA regions.
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